An engine exhaust gas purification apparatus which traps fine particles in exhaust gas with a diesel particulate filter (hereinafter referred to as a filter) has been widely used. In this exhaust gas purification apparatus, the function of the filter needs to be maintained by removing fine particles from the filter while the filter traps fine particles in exhaust gas to purify the exhaust gas. To this end, an exhaust gas purification apparatus including a burner which heats exhaust gas is proposed as described in patent document 1. In this exhaust gas purification apparatus, exhaust gas is heated through burning of fuel in the burner to raise the temperature of a filter to the extent that allows for soot, which is a major component of fine particles, to be removed. Removal of fine particles deposited on the filter recovers the function of the filter.